Alistair I Mees | PubMed Health

PubMed2003

Estimating topological entropy via a symbolic data compression technique.

We estimate topological entropy via symbolic dynamics using a data compression technique called the context-tree weighting method. Unlike other symbolic dynamical approaches, which often have to choose ad hoc parameters such as the depth of a tree, the context-tree weighting method is almost parameter-free and infers the transition structure of the system as well as transition probabilities. Our examples, including a Markov model, the logistic map, and the Hénon map, demonstrate that the convergence is fast: one obtains the theoretically correct topological entropy with a relatively short symbolic sequence.

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PubMed2002

Context-tree modeling of observed symbolic dynamics.

Modern techniques invented for data compression provide efficient automated algorithms for the modeling of the observed symbolic dynamics. We demonstrate the relationship between coding and modeling, motivating the well-known minimum description length (MDL) principle, and give concrete demonstrations of the "context-tree weighting" and "context-tree maximizing" algorithms. The predictive modeling technique obviates many of the technical difficulties traditionally associated with the correct MDL analyses. These symbolic models, representing the symbol generating process as a finite-state automaton with probabilistic emission probabilities, provide excellent and reliable entropy estimations. The resimulations of estimated tree models satisfying the MDL model-selection criterion are faithful to the original in a number of measures. The modeling suggests that the automated context-tree model construction could replace fixed-order word lengths in many traditional forms of empirical symbolic analysis of the data. We provide an explicit pseudocode for implementation of the context-tree weighting and maximizing algorithms, as well as for the conversion to an equivalent Markov chain.

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